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With the growing commonality of multi‐omics datasets, there is now increasing evidence that integrated omics profiles lead to more efficient discovery of clinically actionable biomarkers that enable better disease outcome prediction and patient stratification. Several methods exist to perform host phenotype prediction from cross‐sectional, single‐omics data modalities but decentralized frameworks...
A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model selection relative to traditional shrinkage methods. Here we consider a fully Bayesian formulation of the rLASSO problem, which is based on the observation that the rLASSO...
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